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Are there any circumstances where I could resubmit the exact same order? How can I tell the difference between an order that can be resubmitted as-is and an order that failed for a reason where it should NOT be resubmitted?
There aren't any. Message ORDER_SUBMIT_REJECTED could happen:
- if you try to submit order with some very wrong data like negative parameter.
- if disconnect has happen when you submitting order. Then after a reconnect, the ORDER_SUBMIT_REJECTED message will be sent.
- If you try to submit two similar(same instrument and if its by/sell) orders with time difference smaller then second(this will be available with next API release)